fxanalytcs trader's profile

Competitive Data Scientist (top 1% at Numerai hedge fund) and former Money Manager with over 17 years of experience modeling exchange rates with machine learning and technical and fundamental analysis.

I no longer trade for myself as my risk profile has changed dramatically over time. My company took a massive hit when Refco filed for BK back in the mid 2k's and I had to scale my risk way back. After the SNB event, which didn't impact me as I was out of the market at the time, I scaled back again to protect funds that are ultimately meant for retirement. The horizon now is to short to recover if another black swan lands in my pool so I stand on side-lines and focus on R&D.

All that said, I would like to get back into the business on some level, I'm not quite ready for the rocking chair and sunsets just yet.

"Nearly-automated". I trade (demo only now) from a matrix of 23 pairs across several time-series and model types (composite forecast). Signal generation and scaling are systematic and wouldn't require a lot of work to port over to FIX or another API, but I still like to look at the trades and have the final word before pulling the trigger on my own stuff.